Stocks/Bonds 20/80 vs DFA Dimensional Retirement Income Fund Portfolio Comparison

Last Update: 29 February 2024

The Stocks/Bonds 20/80 Portfolio obtained a 5.66% compound annual return, with a 4.92% standard deviation, in the last 30 Years.

The DFA Dimensional Retirement Income Fund Portfolio obtained a 5.44% compound annual return, with a 4.76% standard deviation, in the last 30 Years.

Summary

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Stocks/Bonds 20/80 Portfolio DFA Dimensional Retirement Income Fund Portfolio
Portfolio Risk Low Low
Asset Allocation Stocks 20% 20.4%
Fixed Income 80% 79.6%
Commodities 0% 0%
30 Years Stats Return +5.66% +5.44%
Std Dev 4.92% 4.76%
Max Drawdown -16.57% -12.91%
All time Stats
(Since Jan 1985)
Return +7.02% +6.98%
Std Dev 5.21% 5.15%
Max Drawdown -16.57% -12.91%
Last Update: 29 February 2024

Historical Returns as of Feb 29, 2024

Comparison period starts from January 1985

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1M 6M 1Y 5Y 10Y 30Y MAX
Stocks/Bonds 20/80 Portfolio -0.02 +4.68 +8.40 +3.30 +3.58 +5.66 +7.02
DFA Dimensional Retirement Income Fund Portfolio +0.54 +4.14 +7.57 +4.21 +3.38 +5.44 +6.98
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

Stocks/Bonds 20/80 Portfolio: an investment of 1$, since March 1994, now would be worth 5.21$, with a total return of 421.19% (5.66% annualized).

DFA Dimensional Retirement Income Fund Portfolio: an investment of 1$, since March 1994, now would be worth 4.90$, with a total return of 389.52% (5.44% annualized).

Stocks/Bonds 20/80 Portfolio: an investment of 1$, since January 1985, now would be worth 14.26$, with a total return of 1326.23% (7.02% annualized).

DFA Dimensional Retirement Income Fund Portfolio: an investment of 1$, since January 1985, now would be worth 14.04$, with a total return of 1303.71% (6.98% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

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Stocks/Bonds 20/80 Portfolio
DFA Dimensional Retirement Income Fund Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-16.57% Jan 2022 Sep 2022 (9) In progress (26) 10.75
-12.91% Jun 2008 Feb 2009 (9) Sep 2009 (16) 7.08
-12.16% Jan 2022 Sep 2022 (9) In progress (26) 6.33
-8.42% May 2008 Oct 2008 (6) Jul 2009 (15) 4.07
-4.64% Feb 2020 Mar 2020 (2) Jun 2020 (5) 2.06
-4.34% May 2013 Jun 2013 (2) Feb 2014 (10) 2.22
-3.92% Feb 2020 Mar 2020 (2) Apr 2020 (3) 1.96
-3.74% Mar 1994 Jun 1994 (4) Feb 1995 (12) 2.39
-3.69% Mar 1994 Jun 1994 (4) Feb 1995 (12) 2.23
-3.41% May 2015 Sep 2015 (5) Jun 2016 (14) 1.95
-3.15% Sep 2018 Dec 2018 (4) Mar 2019 (7) 1.64
-3.06% Apr 2004 Apr 2004 (1) Sep 2004 (6) 1.65
-2.88% Aug 2011 Sep 2011 (2) Nov 2011 (4) 1.35
-2.67% Sep 2018 Oct 2018 (2) Jan 2019 (5) 1.60
-2.58% Apr 2004 May 2004 (2) Sep 2004 (6) 1.65
-2.56% May 2013 Jun 2013 (2) Oct 2013 (6) 1.44
-2.40% Aug 2016 Nov 2016 (4) Apr 2017 (9) 1.09
-2.23% Apr 2000 May 2000 (2) Jun 2000 (3) 1.33
-2.17% Feb 1999 Feb 1999 (1) Apr 1999 (3) 1.18
-2.15% Jul 1998 Aug 1998 (2) Sep 1998 (3) 1.09

Drawdown comparison chart since January 1985.

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Stocks/Bonds 20/80 Portfolio
DFA Dimensional Retirement Income Fund Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-16.57% Jan 2022 Sep 2022 (9) In progress (26) 10.75
-12.91% Jun 2008 Feb 2009 (9) Sep 2009 (16) 7.08
-12.16% Jan 2022 Sep 2022 (9) In progress (26) 6.33
-8.42% May 2008 Oct 2008 (6) Jul 2009 (15) 4.07
-6.14% Sep 1987 Nov 1987 (3) Feb 1988 (6) 3.45
-6.09% Feb 1994 Jun 1994 (5) Apr 1995 (15) 4.11
-5.50% Feb 1994 Jun 1994 (5) Feb 1995 (13) 3.71
-4.85% Sep 1987 Nov 1987 (3) Jan 1988 (5) 2.92
-4.64% Feb 2020 Mar 2020 (2) Jun 2020 (5) 2.06
-4.34% May 2013 Jun 2013 (2) Feb 2014 (10) 2.22
-3.95% Aug 1990 Sep 1990 (2) Nov 1990 (4) 2.41
-3.92% Feb 2020 Mar 2020 (2) Apr 2020 (3) 1.96
-3.41% May 2015 Sep 2015 (5) Jun 2016 (14) 1.95
-3.37% Jan 1990 Apr 1990 (4) May 1990 (5) 2.08
-3.15% Sep 2018 Dec 2018 (4) Mar 2019 (7) 1.64
-3.14% Sep 1986 Sep 1986 (1) Nov 1986 (3) 1.66
-3.09% Aug 1990 Sep 1990 (2) Nov 1990 (4) 2.07
-3.06% Apr 2004 Apr 2004 (1) Sep 2004 (6) 1.65
-2.99% Apr 1987 May 1987 (2) Jul 1987 (4) 1.88
-2.91% Jan 1990 Jan 1990 (1) May 1990 (5) 1.94

Yearly Returns

For each year, the following table provides the return and intra-year drawdown.
The highlighted returns represent the highest values for that specific year.
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Year Return Drawdown Return Drawdown
2024
+0.07%
-0.02%
+0.98%
0.00%
2023
+9.54%
-5.62%
+7.92%
-3.33%
2022
-14.39%
-16.57%
-9.39%
-12.16%
2021
+3.64%
-1.82%
+7.04%
-1.33%
2020
+10.38%
-3.92%
+8.69%
-4.64%
2019
+13.20%
-0.07%
+10.30%
-0.66%
2018
-1.13%
-2.67%
-1.96%
-3.15%
2017
+7.10%
-0.02%
+6.78%
-0.31%
2016
+4.58%
-2.40%
+4.66%
-1.35%
2015
+0.52%
-1.90%
-0.87%
-3.41%
2014
+7.16%
-0.89%
+2.89%
-1.95%
2013
+5.01%
-2.56%
+1.29%
-4.34%
2012
+5.82%
-0.62%
+7.36%
-1.03%
2011
+6.53%
-0.88%
+6.06%
-2.88%
2010
+8.44%
-0.76%
+6.92%
-1.91%
2009
+8.69%
-5.67%
+12.97%
-4.37%
2008
-1.91%
-8.42%
-7.45%
-12.44%
2007
+6.61%
-0.76%
+9.18%
-0.27%
2006
+6.55%
-1.09%
+5.72%
-0.65%
2005
+3.18%
-1.84%
+4.07%
-1.13%
2004
+5.95%
-2.58%
+7.31%
-3.06%
2003
+9.33%
-2.13%
+11.38%
-1.65%
2002
+2.51%
-2.13%
+5.44%
-0.88%
2001
+4.55%
-1.99%
+2.76%
-1.59%
2000
+7.00%
-2.23%
+7.94%
-1.66%
1999
+4.16%
-2.17%
+4.99%
-1.82%
1998
+11.52%
-2.15%
+10.20%
-2.01%
1997
+13.75%
-1.70%
+11.97%
-2.13%
1996
+7.06%
-1.44%
+5.90%
-1.57%
1995
+21.70%
0.00%
+18.82%
0.00%
1994
-2.16%
-5.50%
-2.17%
-6.09%
1993
+9.87%
-1.10%
+13.67%
-1.44%
1992
+7.53%
-1.25%
+5.89%
-2.39%
1991
+18.68%
-1.05%
+18.32%
-1.25%
1990
+5.70%
-3.09%
+4.76%
-3.95%
1989
+16.54%
-0.87%
+16.98%
-0.62%
1988
+9.35%
-2.17%
+9.77%
-1.84%
1987
+1.75%
-6.14%
+3.26%
-4.85%
1986
+15.00%
-3.14%
+17.53%
-2.86%
1985
+24.05%
-1.20%
+23.48%
-1.24%